ch07data {FinTS}R Documentation

financial time series for Tsay (2005, chapter 7[text])

Description

Financial time series used in examples in chapter 7.

Usage

data(d.ibm6298wmx)
data(d.intc7297)

Format

d.ibm6298wmx
a zoo object of 9190 observations on several series relating to IBM stock, 1962-07-03 to 1998-12-31:

d.intc7297
a zoo object of daily log returns of Intel stock, 1972-12-15 to 1997-12-31

Source

http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 7)

See Also

ch01data ch02data ch03data ch04data ch05data ch06data


[Package FinTS version 0.3-6 Index]